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SPWR vs. CSIQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SPWR vs. CSIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SunPower Corporation (SPWR) and Canadian Solar Inc. (CSIQ). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-95.50%
-29.56%
SPWR
CSIQ

Returns By Period


SPWR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

CSIQ

YTD

-57.49%

1M

-11.16%

6M

-29.03%

1Y

-45.48%

5Y (annualized)

-5.82%

10Y (annualized)

-8.68%

Fundamentals


SPWRCSIQ
Market Cap$21.55M$737.85M
EPS-$1.30$0.48
PEG Ratio0.020.13
Total Revenue (TTM)$356.91M$4.60B
Gross Profit (TTM)$10.71M$816.94M
EBITDA (TTM)-$83.50M$531.18M

Key characteristics


SPWRCSIQ

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Correlation

-0.50.00.51.00.6

The correlation between SPWR and CSIQ is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

SPWR vs. CSIQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SunPower Corporation (SPWR) and Canadian Solar Inc. (CSIQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SPWR, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.62-0.64
The chart of Sortino ratio for SPWR, currently valued at -1.74, compared to the broader market-4.00-2.000.002.004.00-1.74-0.70
The chart of Omega ratio for SPWR, currently valued at 0.72, compared to the broader market0.501.001.502.000.720.92
The chart of Calmar ratio for SPWR, currently valued at -0.97, compared to the broader market0.002.004.006.00-0.97-0.55
The chart of Martin ratio for SPWR, currently valued at -1.42, compared to the broader market-10.000.0010.0020.0030.00-1.42-1.28
SPWR
CSIQ

Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.20JuneJulyAugustSeptemberOctoberNovember
-0.62
-0.64
SPWR
CSIQ

Dividends

SPWR vs. CSIQ - Dividend Comparison

Neither SPWR nor CSIQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPWR vs. CSIQ - Drawdown Comparison


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%JuneJulyAugustSeptemberOctoberNovember
-99.87%
-82.62%
SPWR
CSIQ

Volatility

SPWR vs. CSIQ - Volatility Comparison

The current volatility for SunPower Corporation (SPWR) is 0.00%, while Canadian Solar Inc. (CSIQ) has a volatility of 34.76%. This indicates that SPWR experiences smaller price fluctuations and is considered to be less risky than CSIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember0
34.76%
SPWR
CSIQ

Financials

SPWR vs. CSIQ - Financials Comparison

This section allows you to compare key financial metrics between SunPower Corporation and Canadian Solar Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items